+138.6%
NOK vs SPY
+322.5%
-183.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +4.0% |
| 7D | +11.0% | -0.8% | +11.7% | +11.8% |
| 30D | +7.8% | -1.1% | +8.9% | +8.9% |
| 3M | -21.0% | +3.9% | -24.9% | -23.3% |
| 6M | +40.9% | +13.6% | +27.3% | +26.9% |
| YTD | +72.0% | +12.7% | +59.3% | +56.3% |
| 1Y | +140.9% | +17.5% | +123.4% | +110.8% |
| 3Y | +194.3% | +76.9% | +117.4% | +74.6% |
| 5Y | +112.5% | +83.6% | +28.9% | +22.1% |
| All | +138.6% | +322.5% | -183.9% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling